Robust Bilinear Probabilistic Principal Component Analysis

Principal component analysis (PCA) is one of the most popular tools in multivariate exploratory data analysis. Its probabilistic version (PPCA) based on the maximum likelihood procedure provides a probabilistic manner to implement dimension reduction. Recently, the bilinear PPCA (BPPCA) model, which assumes that the noise terms follow matrix variate Gaussian distributions, has been introduced to directly deal with two-dimensional (2-D) data for preserving the matrix structure of 2-D data, such as images, and avoiding the curse of dimensionality. However, Gaussian distributions are not always available in real-life applications which may contain outliers within data sets. In order to make BPPCA robust for outliers, in this paper, we propose a robust BPPCA model under the assumption of matrix variate t distributions for the noise terms. The alternating expectation conditional maximization (AECM) algorithm is used to estimate the model parameters. Numerical examples on several synthetic and publicly available data sets are presented to demonstrate the superiority of our proposed model in feature extraction, classification and outlier detection.

On multi-fault detection of rolling bearing through probabilistic principal component analysis denoising and Higuchi fractal dimension transformation

Bearing multi-fault detection from stochastic vibration signal is still a thorny task to dispose of because of the complex interplay between different fault components under severe noise interference. In such case, conventional techniques such as filter processing and envelope demodulation may cause undesired results. To overcome the limitation, this article explores a filtering-free technique combined probabilistic principal component analysis denoising with the Higuchi fractal dimension transformation to diagnose the bearing multi-faults. Fractal theory is used to optimize the model parameters and stabilize the random vibrational signal for fast Fourier transform spectrum analysis. Noise interference in the Higuchi transformation is capped using a probabilistic principal component analysis model whose parameters are optimized through embedding dimension Cao algorithm and correlation dimension Grassberger and Procaccia algorithm. The fault diagnostic scheme mainly falls into three steps. First, the original vibration signal is truncated into a series of sub-signal segments by moving window whose length is determined as twice the value of maximum time delay that is provided by examining the steady Higuchi fractal dimension value of a raw signal in a process of plotting the fractal dimension over a range of time delay. Then, the Higuchi approach is used to estimate the average fractal dimension for each segment to create a quasi-stationary Higuchi fractal dimension sequence on which, finally, the fault features are straightforwardly extracted by the fast Fourier transform algorithm. The effectiveness of the proposed method is validated using simulated and experimental compound bearing fault vibration signals. Some fault components may be clouded if applied Higuchi fractal dimension alone because of the noise interference, but using the probabilistic principal component analysis–Higuchi fractal dimension method leads to clear diagnostic results. It indicates that the proposed approach can be incorporated into bearing multi-fault extraction from raw vibration signals.